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Okay, from my understanding, the Elves were the ones who made the Rings of Power, but who specifically made them? Were they just created by blacksmiths or was Sauron involved in their creation too?

His aim was to rule all of Middle Earth (assumedly) with his One Ring, but the Elves (and possibly the Dwarves) seemed to have thwarted his attempts to control them. So would that hint that he is an Elf, or perhaps a Dark Elf?

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See also our earlier question scifi.stackexchange.com/questions/12829 whose answers explain who forged all the other Rings of Power. –  b_jonas Jun 5 at 5:51
    
-1 For failing to do any kind of research, either watching the intro for the movies or reading the book. Or googling. –  Andres F. Jun 5 at 12:48
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@AndresF. - The movies do not explain that he was Maia... –  Justin Ethier Jun 5 at 13:59
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Sauron was a fallen Maia. His race was Ainur.

There was Eru, the One, who in Arda is called Ilúvatar; and he made first the Ainur, the Holy Ones, that were the offspring of his thought...

-- First words of the Ainulindalë

They were the primordial spirits, who existed with Ilúvatar, and with him created the world through The Ainulindalë, The Music of the Ainur. After the creation of Arda, many of the Ainur descended into it to guide and order its growth; of these there were fifteen more powerful than the rest.

-- The Silmarillion: Ainulindalë

Before the creation of Ea, Sauron was one of the countless lesser Ainur spirits created by Eru Iluvatar, known as the Maia. At this time he was known as Mairon the Admirable, and partook in the Ainulindale, or Music of the Ainur. However, unlike many other spirits, Mairon did not align himself with Melkor upon the introduction of his discord themes, and thus, did not initially fall under his sway.

-- The Silmarillion, Ainulindalë (The Music of the Ainur)

The Rings of Power were twenty magical rings forged in the Second Age, intended by Sauron to seduce the rulers of Middle-earth to evil.Nineteen of these rings were made by the elven-smiths of Eregion, led by Celebrimbor. The one ring was forged by Sauron himself.

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Other Maiar: the Wizards (Saruman, Gandalf, Radagast) and the Balrog(s) –  Dennis_E Jun 5 at 14:45
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To be exact, Sauron took on a pleasant appearance and instructed Celebrimbor and the elven-smiths in how to make rings of power. The first 16 rings were made with Sauron's assistance. The three elven-rings were made by the elves alone, and so they were the least tainted by Sauron's evil. –  Royal Canadian Bandit Jun 5 at 15:38
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Sauron's race is Maia.

Among those of his servants that have names the greatest was that spirit whom the Eldar called Sauron, or Gorthaur the Cruel. In his beginning he was of the Maiar of Aulë, and he remained mighty in the lore of that people. In all the deeds of Melkor the Morgoth upon Arda, in his vast works and in the deceits of his cunning, Sauron had a part...

-- Ainulindalë - Of the Enemies

Sauron was originally Melkor's lieutenant, and a lesser being:

And Melkor made also a fortress and armoury not far from the north-western shores of the sea, to resist any assault that might come from Aman. That stronghold was commanded by Sauron, lieutenant of Melkor...

-- Quenta Silmarillion - Chapter 3 - Of the Coming of the Elves and the Captivity of Melkor

The Maiar are lesser Ainur:

With the Valar came other spirits whose being also began before the World, of the same order as the Valar but of less degree. These are the Maiar, the people of the Valar, and their servants and helpers.

-- Ainulindalë - Of the Maiar

Sauron created the One Ring himself, in order to gain control over the wearers of all the other rings.

Now the Elves made many rings; but secretly Sauron made One Ring to rule all the others...

Because he put so much of his own power into the Ring, its destruction was essential to defeating him:

And much of the strength and will of Sauron passed into that One Ring; for the power of the Elven-rings was very great, and that which should govern them must be a thing of surpassing potency...

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